-24.4%
NOW vs WULF
-53.4%
+29.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.2% | +2.8% |
| 7D | -5.6% | +14.2% | -19.7% | -6.4% |
| 30D | -26.8% | -0.1% | -26.7% | -27.0% |
| 3M | -19.4% | -20.2% | +0.8% | -18.8% |
| 6M | +12.3% | -42.8% | +55.2% | +14.6% |
| YTD | -32.9% | +16.3% | -49.2% | -35.9% |
| 1Y | -40.3% | +8.0% | -48.3% | -42.8% |
| 3Y | -19.1% | +1,263.3% | -1,282.3% | -42.5% |
| 5Y | -24.4% | -53.5% | +29.1% | -37.3% |
| All | -24.4% | -53.4% | +29.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling